An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint |
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An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (English)
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8 August 2016
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martingale
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optimal transport
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Brenier's theorem
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fake Brownian motion
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